Bank of England working papers

From Bank of England
Bank of England, Threadneedle Street, London, EC2R 8AH.
Contact information at EDIRC.
Bibliographic data for series maintained by Digital Media Team ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

0728: Competition for retail deposits between commercial banks and non-bank operators: a two-sided platform analysis

Paolo Siciliani

0727: Concerted efforts? Monetary policy and macro-prudential tools

Andrea Ferrero, Richard Harrison and Benjamin Nelson

0726: Multiplex network analysis of the UK OTC derivatives market

Marco Bardoscia, Ginestra Bianconi and Gerardo Ferrara

0725: Central bank digital currencies - design principles and balance sheet implications

Michael Kumhof and Clare Noone

0724: Broadening narrow money: monetary policy with a central bank digital currency

Jack Meaning, Ben Dyson, James Barker and Emily Clayton

0723: Predictive regressions under asymmetric loss: factor augmentation and model selection

Matei Demetrescu and Sinem Hacioglu Hoke

0722: Uncertainty matters: evidence from close elections

Chris Redl

0721: A new approach for detecting shifts in forecast accuracy

Ching-Wai (Jeremy) Chiu, Simon Hayes, George Kapetanios and Konstantinos Theodoridis

0720: The distributional impact of monetary policy easing in the UK between 2008 and 2014

Philip Bunn, Alice Pugh and Chris Yeates

0719: The impact of the Bank of England’s Corporate Bond Purchase Scheme on yield spreads

Lena Boneva, Calebe de Roure and Ben Morley

0718: Monetary policy spillovers in the first age of financial globalisation: a narrative VAR approach 1884–1913

Georgina Green

0717: Business investment, cost of capital and uncertainty in the United Kingdom — evidence from firm-level analysis

Marko Melolinna, Srdan Tatomir and Helen Miller

0716: DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation

Thomai Filippeli, Richard Harrison and Konstantinos Theodoridis

0715: Capital regulation and product market outcomes

Ishita Sen and David Humphry

0714: Growing pension deficits and the expenditure decisions of UK companies

Philip Bunn, Pawel Smietanka and Paul Mizen

0713: Down payment and mortgage rates: evidence from equity loans

Matteo Benetton, Philippe Bracke and Nicola Garbarino

0712: Rethinking financial stability

David Aikman, Andrew Haldane, Marc Hinterschweiger and Sujit Kapadia

0711: Judgement Day: algorithmic trading around the Swiss franc cap removal

Francis Breedon, Louisa Chen, Angelo Ranaldo and Nicholas Vause

0710: An elusive panacea? The impact of the regulatory valuation regime on insurers' investment behaviour

Caterina Lepore, Misa Tanaka, David Humphry and Kallol Sen

0709: Overnight index swap market-based measures of monetary policy expectations

Simon Lloyd

0708: Mortgages: estimating default correlation and forecasting default risk

Tobias Neumann

0707: Bank liquidity and the cost of debt

Sam Miller and Rhiannon Sowerbutts

0706: Climate change and the macro-economy: a critical review

Sandra Batten

0705: Unconventional monetary policy and the portfolio choice of international mutual funds

Gino Cenedese and Ilaf Elard

0704: News and narratives in financial systems: exploiting big data for systemic risk assessment

Rickard Nyman, Sujit Kapadia, David Tuckett, David Gregory, Paul Ormerod and Robert Smith

0703: A tiger by the tail: estimating the UK mortgage market vulnerabilities from loan-level data

Chiranjit Chakraborty, Mariana Gimpelewicz and Arzu Uluc

0702: Monetary and macroprudential policies under rules and discretion

Lien Laureys and Roland Meeks

0701: Demographic trends and the real interest rate

Noëmie Lisack, Rana Sajedi and Gregory Thwaites

0700: Volatility in equity markets and monetary policy rate uncertainty

Iryna Kaminska and Matt Roberts-Sklar

0699: A UK financial conditions index using targeted data reduction: forecasting and structural identification

George Kapetanios, Simon Price and Garry Young

0698: Liquidity holdings, diversification, and aggregate shocks

Matthieu Chavaz

0697: A financial stress index for the United Kingdom

Somnath Chatterjee, Ching-Wai (Jeremy) Chiu, Sinem Hacioglu-Hoke and Thibaut Duprey

0696: An interdisciplinary model for macroeconomics

Andrew Haldane and Arthur Turrell

0695: The impact of uncertainty shocks in the United Kingdom

Chris Redl

0694: Alternative finance and credit sector reforms: the case of China

Noëmie Lisack

0693: Financial shocks, credit spreads and the international credit channel

Ambrogio Cesa Bianchi and Andrej Sokol

0692: Do macro shocks matter for equities?

Will Dison and Konstantinos Theodoridis

0691: The Bank of England as lender of last resort: new historical evidence from daily transactional data

Mike Anson, David Bholat, Miao Kang and Ryland Thomas

0690: The leverage ratio and liquidity in the gilt and repo markets

Andreea Bicu-Lieb, Louisa Chen and David Elliott

0689: Spatial models of heterogeneous switching costs

Paolo Siciliani and Walter Beckert

0688: Sending firm messages: text mining letters from PRA supervisors to banks and building societies they regulate

David Bholat, James Brookes, Chris Cai, Katy Grundy and Jakob Lund

0687: The October 2016 sterling flash episode: when liquidity disappeared from one of the world’s most liquid markets

Joseph Noss, Lucas Pedace, Ondrej Tobek, Oliver Linton and Liam Crowley-Reidy

0686: Staff Working Paper No. 686: Eight centuries of the risk-free rate: bond market reversals from the Venetians to the ‘VaR shock’

Paul Schmelzing

0685: Investor behaviour and reaching for yield: evidence from the sterling corporate bond market

Robert Czech and Matt Roberts-Sklar

0684: Cross-border effects of regulatory spillovers: evidence from Mexico

Jagdish Tripathy

0683: Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models

Sinem Hacioglu Hoke and George Kapetanios

0682: The international transmission of monetary policy through financial centres: evidence from the United Kingdom and Hong Kong

Robert Hills, Kelvin Ho, Dennis Reinhardt, Rhiannon Sowerbutts, Eric Wong and Gabriel Wu

0681: Solvency and wholesale funding cost interactions at UK banks

Kieran Dent, Sinem Hacioglu Hoke and Apostolos Panagiotopoulos

0680: International credit supply shocks

Ambrogio Cesa-Bianchi, Andrea Ferrero and Alessandro Rebucci

0679: Home values and firm behaviour

Saleem Bahaj, Angus Foulis and Gabor Pinter